+35.3%
MAS vs IAG
+764.1%
-728.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.9% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -5.6% | +28.9% | -34.4% | -7.2% |
| 3M | +4.4% | +19.1% | -14.7% | +3.0% |
| 6M | +7.2% | -10.3% | +17.5% | +7.0% |
| YTD | +16.1% | +24.2% | -8.1% | +13.7% |
| 1Y | +0.1% | +116.5% | -116.4% | -5.0% |
| 3Y | +28.3% | +742.8% | -714.5% | +8.9% |
| All | +35.3% | +764.1% | -728.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling